Thomson, Robert J.; Gott, Dmitri V. Stochastic models for actuarial use the equilibrium modelling of local markets. (English) Zbl 1203.91117 Astin Bull. 39, No. 1, 339-370 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. J. Thomson} and \textit{D. V. Gott}, ASTIN Bull. 39, No. 1, 339--370 (2009; Zbl 1203.91117) Full Text: DOI OpenURL
Niederau, Harry; Zweifel, Peter Quasi risk-neutral pricing in insurance. (English) Zbl 1205.91090 Astin Bull. 39, No. 1, 317-337 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Niederau} and \textit{P. Zweifel}, ASTIN Bull. 39, No. 1, 317--337 (2009; Zbl 1205.91090) Full Text: DOI OpenURL
Mahmoudvand, Rahim; Hassani, Hossein Generalized bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance. (English) Zbl 1205.91088 Astin Bull. 39, No. 1, 307-315 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{R. Mahmoudvand} and \textit{H. Hassani}, ASTIN Bull. 39, No. 1, 307--315 (2009; Zbl 1205.91088) Full Text: DOI OpenURL
Bühlmann, Hans; De Felice, Massimo; Gisler, Alois; Moriconi, Franco; Wüthrich, Mario V. Recursive credibility formula for chain ladder factors and the claims development result. (English) Zbl 1205.91078 Astin Bull. 39, No. 1, 275-306 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Bühlmann} et al., ASTIN Bull. 39, No. 1, 275--306 (2009; Zbl 1205.91078) Full Text: DOI OpenURL
Hössjer, Ola; Eriksson, Bengt; Järnmalm, Kajsa; Ohlsson, Esbjörn Assessing individual unexplained variation in non-life insurance. (English) Zbl 1203.91112 Astin Bull. 39, No. 1, 249-273 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{O. Hössjer} et al., ASTIN Bull. 39, No. 1, 249--273 (2009; Zbl 1203.91112) Full Text: DOI OpenURL
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. (English) Zbl 1205.91079 Astin Bull. 39, No. 1, 225-247 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Cai} et al., ASTIN Bull. 39, No. 1, 225--247 (2009; Zbl 1205.91079) Full Text: DOI OpenURL
Kim, Joseph H. T.; Hardy, Mary R. Estimating the variance of bootstrapped risk measures. (English) Zbl 1205.91085 Astin Bull. 39, No. 1, 199-223 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. H. T. Kim} and \textit{M. R. Hardy}, ASTIN Bull. 39, No. 1, 199--223 (2009; Zbl 1205.91085) Full Text: DOI OpenURL
Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. (English) Zbl 1203.91113 Astin Bull. 39, No. 1, 137-164 (2009). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{J. S. H. Li} et al., ASTIN Bull. 39, No. 1, 137--164 (2009; Zbl 1203.91113) Full Text: DOI OpenURL
Afonso, Lourdes B.; Dos Reis, Alfredo D. Egídio; Waters, Howard R. Calculating continuous time ruin probabilities for a large portfolio with varying premiums. (English) Zbl 1203.91108 Astin Bull. 39, No. 1, 117-136 (2009). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{L. B. Afonso} et al., ASTIN Bull. 39, No. 1, 117--136 (2009; Zbl 1203.91108) Full Text: DOI OpenURL
Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo Risk measures and efficient use of capital. (English) Zbl 1203.91110 Astin Bull. 39, No. 1, 101-116 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Artzner} et al., ASTIN Bull. 39, No. 1, 101--116 (2009; Zbl 1203.91110) Full Text: DOI OpenURL
Hürlimann, Werner Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited. (English) Zbl 1205.91082 Astin Bull. 39, No. 1, 81-99 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, ASTIN Bull. 39, No. 1, 81--99 (2009; Zbl 1205.91082) Full Text: DOI OpenURL
Garrido, José; Zhou, Jun Full credibility with generalized linear and mixed models. (English) Zbl 1231.62139 Astin Bull. 39, No. 1, 61-80 (2009). MSC: 62J12 62P05 91B30 PDF BibTeX XML Cite \textit{J. Garrido} and \textit{J. Zhou}, ASTIN Bull. 39, No. 1, 61--80 (2009; Zbl 1231.62139) Full Text: DOI OpenURL
Liu, Huijuan; Verrall, Richard Predictive distributions for reserves which separate true IBNR and IBNER claims. (English) Zbl 1205.91087 Astin Bull. 39, No. 1, 35-60 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Liu} and \textit{R. Verrall}, ASTIN Bull. 39, No. 1, 35--60 (2009; Zbl 1205.91087) Full Text: DOI OpenURL
Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. Model uncertainty in claims reserving within Tweedie’s compound Poisson models. (English) Zbl 1203.91114 Astin Bull. 39, No. 1, 1-33 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. W. Peters} et al., ASTIN Bull. 39, No. 1, 1--33 (2009; Zbl 1203.91114) Full Text: DOI arXiv OpenURL